Lax pair

In mathematics, in the theory of integrable systems, a Lax pair is a pair of time-dependent matrices or operators that satisfy a corresponding differential equation, called the Lax equation. Lax pairs were introduced by Peter Lax to discuss solitons in continuous media. The inverse scattering transform makes use of the Lax equations to solve such systems.


A Lax pair is a pair of matrices or operators   dependent on time and acting on a fixed Hilbert space, and satisfying Lax's equation:


where   is the commutator. Often, as in the example below,   depends on   in a prescribed way, so this is a nonlinear equation for   as a function of  .

Isospectral propertyEdit

It can then be shown that the eigenvalues and more generally the spectrum of L are independent of t. The matrices/operators L are said to be isospectral as   varies.

The core observation is that the matrices   are all similar by virtue of


where   is the solution of the Cauchy problem


where I denotes the identity matrix. Note that if P(t) is skew-adjoint, U(t,s) will be unitary.

In other words, to solve the eigenvalue problem Lψ = λψ at time t, it is possible to solve the same problem at time 0 where L is generally known better, and to propagate the solution with the following formulas:

  (no change in spectrum)

Link with the inverse scattering methodEdit

The above property is the basis for the inverse scattering method. In this method, L and P act on a functional space (thus ψ = ψ(t,x)), and depend on an unknown function u(t,x) which is to be determined. It is generally assumed that u(0,x) is known, and that P does not depend on u in the scattering region where  . The method then takes the following form:

  1. Compute the spectrum of  , giving   and  ,
  2. In the scattering region where   is known, propagate   in time by using   with initial condition  ,
  3. Knowing   in the scattering region, compute   and/or  .


Korteweg–de Vries equationEdit

The Korteweg–de Vries equation


can be reformulated as the Lax equation



  (a Sturm–Liouville operator)

where all derivatives act on all objects to the right. This accounts for the infinite number of first integrals of the KdV equation.

Kovalevskaya topEdit

The previous example used an infinite dimensional Hilbert space. Examples are also possible with finite dimensional Hilbert spaces. These include Kovalevskaya top and the generalization to include an electric Field  .[1]


Heisenberg pictureEdit

In the Heisenberg picture of quantum mechanics, an observable A without explicit time t dependence satisfies


with H the Hamiltonian and ħ the reduced Planck constant. Aside from a factor, observables (without explicit time dependence) in this picture can thus be seen to form Lax pairs together with the Hamiltonian. The Schrödinger picture is then interpreted as the alternative expression in terms of isospectral evolution of these observables.

Further examplesEdit

Further examples of systems of equations that can be formulated as a Lax pair include:

The last is remarkable, as it implies that both the Schwarzschild metric and the Kerr metric can be understood as solitons.


  1. ^ Bobenko, A. I.; Reyman, A. G.; Semenov-Tian-Shansky, M. A. (1989). "The Kowalewski top 99 years later: a Lax pair, generalizations and explicit solutions". Communications in Mathematical Physics. 122 (2): 321–354. Bibcode:1989CMaPh.122..321B. doi:10.1007/BF01257419. ISSN 0010-3616.
  2. ^ A. Sergyeyev, New integrable (3+1)-dimensional systems and contact geometry, Lett. Math. Phys. 108 (2018), no. 2, 359-376, arXiv:1401.2122 doi:10.1007/s11005-017-1013-4
  • Lax, P. (1968), "Integrals of nonlinear equations of evolution and solitary waves", Communications on Pure and Applied Mathematics, 21 (5): 467–490, doi:10.1002/cpa.3160210503 archive
  • P. Lax and R.S. Phillips, Scattering Theory for Automorphic Functions[1], (1976) Princeton University Press.